+153.0%
DASH vs CDNS
+20.2%
+132.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.0% |
| 7D | -10.6% | -14.0% | +3.4% | -4.9% |
| 30D | +2.2% | -13.2% | +15.3% | +8.0% |
| 3M | +32.3% | -28.9% | +61.2% | +51.0% |
| 6M | +19.1% | -4.2% | +23.3% | +18.8% |
| YTD | -6.5% | -6.4% | -0.2% | -6.4% |
| 1Y | -14.9% | -16.2% | +1.3% | -11.1% |
| All | +153.0% | +20.2% | +132.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling